+61.0%
CIFR vs IAG
+424.5%
-363.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.2% | -3.5% | -5.1% |
| 7D | -8.2% | -4.1% | -4.2% | -7.2% |
| 30D | -7.4% | +10.6% | -18.0% | -9.8% |
| 3M | -24.2% | +35.4% | -59.5% | -30.7% |
| 6M | +14.2% | -9.5% | +23.7% | +15.8% |
| YTD | +8.0% | +21.8% | -13.8% | +1.6% |
| 1Y | +55.5% | +84.1% | -28.6% | +33.0% |
| 3Y | +429.6% | +817.4% | -387.8% | +217.2% |
| 5Y | +20.8% | +830.1% | -809.3% | -28.9% |
| All | +61.0% | +424.5% | -363.5% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling